+197.8%
DIA vs PENG
+661.7%
-463.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.3% | -7.1% | +1.1% |
| 7D | +0.8% | -3.8% | +4.6% | +0.6% |
| 30D | +1.4% | -40.1% | +41.5% | +6.4% |
| 3M | -2.7% | -21.8% | +19.1% | -1.7% |
| 6M | +6.2% | +3.3% | +2.9% | +1.1% |
| YTD | +10.1% | +133.6% | -123.5% | -6.8% |
| 1Y | +13.0% | +110.7% | -97.7% | -3.3% |
| 3Y | +61.9% | +204.3% | -142.4% | +26.5% |
| 5Y | +57.1% | +54.4% | +2.7% | +27.9% |
| All | +197.8% | +661.7% | -463.9% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling